#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Termstructures.Volatility.Capfloor;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
namespace Cephei.QL.Termstructures.Volatility.Optionlet
{
    /// <summary> 
	/// ! Helper class to extend an OptionletStripper1 object stripping additional optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities) from the (cap/floor) At-The-Money term volatilities of a CapFloorTermVolCurve.
	/// </summary>
    [Guid ("98B460B1-38F0-4fa6-B563-104771C47ECB"),ComVisible(true)]
	public interface IOptionletStripper2 : Cephei.QL.Termstructures.Volatility.Optionlet.IOptionletStripper
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> AtmCapFloorPrices {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> AtmCapFloorStrikes {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IOptionletStripper2 PerformCalculations {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> SpreadsVol {get;}
    }   

    /// <summary> 
	/// ! Helper class to extend an OptionletStripper1 object stripping additional optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities) from the (cap/floor) At-The-Money term volatilities of a CapFloorTermVolCurve. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IOptionletStripper2_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IOptionletStripper2 Create (Cephei.QL.Termstructures.Volatility.Optionlet.IOptionletStripper1 optionletStripper1, Cephei.QL.Termstructures.Volatility.Capfloor.ICapFloorTermVolCurve atmCapFloorTermVolCurve);
    }
}

